Average annual returns
No trailing-return data available for this share class.
Risk statistics
28 months through March 31, 2023Volatility (ann.)
43.15%
Sharpe
-0.71
Sortino
-1.02
Max drawdown
-74.39%
Best month
40.36%
Worst month
-20.09%
Beta vs VTSAX
0.91
Correlation
0.38
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.